Considering the randomness and fluctuation of wind power in grid-connected microgrid, an energy optimization and control strategy considering the hybrid energy storage system(HESS) is proposed. This strategy includes the stage of energy optimization and the stage of power fluctuation smoothing. In the first stage, a discharge penalty function for the ESS is designed and a joint scheduling model between the wind power and the energy storage system(ESS) is established to maximize the daily operating profit of the microgrid. The microgrid plays a role of peak shaving and valley filling under the long time scale, and meanwhile it improves the operation economy. In the second stage, a low-pass filtering algorithm based on the variable filter time constant is applied to allocate the target fluctuating power in the HESS cooperatively. It realizes the fluctuation smoothing of the wind power based on the real-time state of charge (SOC) between super capacitors and batteries. Correctness and effectiveness of the proposed method are demonstrated by a numerical example.